-80.3%
OKLO vs FROG
+83.7%
-164.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -5.2% |
| 7D | -18.4% | -14.1% | -4.4% | -15.4% |
| 30D | -38.5% | -11.8% | -26.7% | -36.6% |
| 3M | -48.9% | +0.1% | -49.1% | -48.9% |
| 6M | -67.8% | +64.2% | -132.0% | -70.1% |
| YTD | -69.2% | +38.2% | -107.4% | -71.3% |
| 1Y | -80.3% | +85.4% | -165.7% | -83.2% |
| All | -80.3% | +83.7% | -164.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling